+54.9%
TXN vs USAR
+58.5%
-3.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.8% |
| 7D | +2.0% | -9.3% | +11.3% | +2.3% |
| 30D | -8.0% | -15.2% | +7.2% | -7.5% |
| 3M | -7.8% | -21.1% | +13.3% | -7.2% |
| 6M | +32.4% | -21.6% | +54.0% | +32.9% |
| YTD | +51.7% | +34.8% | +16.9% | +50.8% |
| 1Y | +44.3% | +15.6% | +28.7% | +43.5% |
| 3Y | +71.3% | +57.7% | +13.6% | +68.1% |
| All | +54.9% | +58.5% | -3.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling